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Financial Market Deregulation and Bank Risk: Testing for Beta Instability

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Author Info
Brooks, R.
Faff, R.

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Abstract

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Publisher Info
Paper provided by Melbourne - Centre in Finance in its series Papers with number 95-3.

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Length: 29 pages
Date of creation: 1995
Date of revision:
Handle: RePEc:fth:melrfi:95-3

Contact details of provider:
Postal: Centre in Finance, Department of Economics and Finance, Faculty of Business, RMIT GPO Box 2476V Melbourne, Vic 3000 Australia.
Phone: +61 3 9925 5858
Fax: +61 3 9925 5986
Web page: http://www.rmit.edu.au/bus/ecofin
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Related research
Keywords: FINANCIAL MARKETS; BANKS; RISK;

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  1. Susan Ryan & Andrew C. Worthington, 2002. "Time-Varying Market, Interest Rate and Exchange Rate Risk in Australian Bank Portfolio Stock Returns: A Garch-M Approach," School of Economics and Finance Discussion Papers and Working Papers Series 112, School of Economics and Finance, Queensland University of Technology. [Downloadable!]
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This page was last updated on 2009-11-20.


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